Struct StrategySpec 

pub struct StrategySpec {

    pub spec_version: u32,
    pub symbol: String,
    pub ref_symbol: Option<String>,
    pub timeframe: String,
    pub indicators: BTreeMap<String, IndicatorSpec>,
    pub entry: Condition,
    pub exit: Condition,
    pub short_entry: Option<Condition>,
    pub short_exit: Option<Condition>,
    pub sizing: Sizing,
    pub costs: Costs,
    pub risk: Risk,
    pub execution: Execution,
    pub warmup: Option<u32>,
}

A complete strategy specification.

Fields

spec_version: u32

Spec format version (defaults to SPEC_VERSION).

A spec from an older format still parses – the DSL only grows within a version – but one declaring a newer format is rejected rather than read with fields this build does not know about.

symbol: String

Primary trading symbol.

Metadata, not an input: the engine never resolves it and cannot fetch data. The caller supplies the candles, and this records which instrument they are expected to be, so a stored spec still says what it was written for.

ref_symbol: Option<String>

The reference instrument a pairwise indicator is meant to be run against.

Also metadata. Naming it here does not load anything: the reference series is passed alongside the candles, through RunRequest.reference or run_with_ref. This field records which instrument the caller is expected to pass, so a spec using a pairwise indicator is not ambiguous about what it is pairing against.

timeframe: String

Bar timeframe (e.g. "1h").

Metadata, like symbol: a free-form label recording the bar size the spec was written for. The engine reads whatever candles it is given and does not check them against this.

indicators: BTreeMap<String, IndicatorSpec>

Named indicators available to the rules.

entry: Condition

Long-entry condition.

exit: Condition

Long-exit condition.

short_entry: Option<Condition>

Optional short-entry condition.

short_exit: Option<Condition>

Optional short-exit condition.

sizing: Sizing

Position sizing.

costs: Costs

Trading costs.

risk: Risk

Risk controls.

execution: Execution

Execution model.

warmup: Option<u32>

Explicit warmup bars (defaults to the max indicator warmup).

Implementations

impl StrategySpec

pub fn parse(json: &str) -> Result<Self>

Parse a spec from JSON and validate it.

pub fn validate(&self) -> Result<()>

Validate structural invariants: every indicator referenced by the rules must be declared in indicators.

Trait Implementations

impl Clone for StrategySpec

fn clone(&self) -> StrategySpec

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for StrategySpec

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for StrategySpec

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl JsonSchema for StrategySpec

fn schema_name() -> String

The name of the generated JSON Schema.

fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type.

fn json_schema(generator: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type.

fn is_referenceable() -> bool

Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword.

impl PartialEq for StrategySpec

fn eq(&self, other: &StrategySpec) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for StrategySpec

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for StrategySpec